Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗

By LuIÂ´s Aguiar-Conraria, Maria Joana Soares. 2011

365 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/84db0dfddf89a4be4462b2f11c08872982fdd048

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Citations in the corpus

THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS (2014, neutral): “The constructed examples were put together to show (1) how wavelet analysis can easily capture transient cycles that are not stable across time and frequencies and to uncover information that would be di¢ cult to extract with the more traditional Fourier analysis; (2) how cross wavelets can capture ”
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (2016, background): “More recently, continuous wavelet transform (CWT) has appeared in the literature review and several authors provide some examples of useful economic applications (Aguiar-Conraria and Soares 2011; Madaleno and Pinho 2012; Vacha and Barunik 2012).”
The relationship between Bitcoin returns and trade policy uncertainty (2019, methodology): “2 As we previously indicated, we focus on the WTC rather than the XWT following the suggestions and the method of Aguiar-Conraria and Soares (2011).”
A wavelet-based assessment of market risk: The emerging markets case (2012, methodology): “Furthermore, the Morlet wavelet has optimal joint time-frequency concentration (see Teolis, 1998, and Aguiar-Conraria and Soares, 2011c).”
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020, methodology): “The cross wavelet approach involves a correlation coefficient in time–frequency space, whereas phase difference gives information about the synchronization or delay in the co-movement of two time series (Aguiar-Conraria and Soares, 2011a,b).”
The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, methodology): “9Note that the empirical measures only use information on three different maturities:  = ( (3) +  (24) +  (120)) 3  =  (3) −  (120)   = − ( (3) +  (120)) + 2 (24)  where  () refers to the zero coupon yield of maturity ”